Anic Equity¶

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Total return since start: 0.569 %¶

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Equity now: -----------------------------> 47940.68 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46545.73 Kr¶

PnL: ---------------------------------------> -342.84 Kr¶

DD now: ---------------------------------> -1.417 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 12:21:40.477526'

Anic Portfolio¶

Today¶

Return: 0.058 %¶

This Week¶

Return: 0.058 %¶

Total¶

Return: 56.945 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 1.820000 3203.200000 232.200000 7.820000 2971.000006
HEBA B 70 2.800000 2831.500000 195.500000 7.420000 2636.000010
Corem Property Group B 59 1.730000 624.220000 47.220000 8.180000 576.999999
AcadeMedia 12 0.850000 598.320000 41.320000 7.420000 557.000004
Samhällsbyggnadsbo. i Norden B 20 3.280000 393.100000 38.100000 10.730000 355.000000
MedCap 2 2.470000 456.000000 35.000000 8.310000 421.000000
HMS Networks 2 2.570000 702.400000 29.400000 4.370000 673.000000
Resurs Holding 22 -0.040000 600.820000 26.820000 4.670000 573.999998
SAAB B 8 -1.070000 3403.200000 26.200000 0.780000 3377.000000
Boozt 12 -0.360000 1680.000000 26.000000 1.570000 1653.999996
OEM International B 7 1.150000 552.300000 24.300000 4.600000 527.999997
Eastnine 4 0.790000 512.800000 21.800000 4.440000 491.000000
Intrum 4 1.870000 546.000000 19.000000 3.610000 527.000000
Fastighetsbolag. Emilshus Pref 21 2.040000 578.550000 16.550000 2.940000 562.000005
Norva24 Group 16 -0.340000 558.080000 15.080000 2.780000 543.000000
Coor Service Management Hold. 8 2.170000 546.800000 14.800000 2.780000 532.000000
FM Mattsson Mora Group B 50 -1.340000 2935.000000 8.000000 0.270000 2927.000000
Karnov Group 9 0.170000 541.800000 5.800000 1.080000 536.000004
CTEK 13 1.280000 536.770000 2.770000 0.520000 533.999999
Samhällsbyggnadsbo. i Norden D 12 3.090000 248.400000 2.400000 0.980000 246.000000
Swedbank A 3 -0.240000 565.950000 1.950000 0.350000 564.000000
Securitas B 6 1.230000 570.960000 0.960000 0.170000 570.000000
Creaspac SPAC 6 -0.210000 576.600000 -0.400000 -0.070000 577.000002
Midsona B 63 3.820000 581.490000 -1.510000 -0.260000 582.999984
Handelsbanken A 5 0.000000 544.000000 -2.000000 -0.370000 546.000000
Essity B 2 -1.630000 568.000000 -6.000000 -1.050000 574.000000
Nordea Bank Abp 29 -0.200000 3441.720000 -12.280000 -0.360000 3453.999992
Essity A 4 -1.220000 1136.000000 -13.000000 -1.130000 1149.000000
Sampo Oyj SDB 7 -0.460000 3825.500000 -24.500000 -0.640000 3850.000000
International Petroleum Corp. 5 2.830000 563.500000 -31.070000 -5.230000 594.565215
Vivesto 1368 -1.670000 547.200000 -65.800000 -10.730000 612.999432
Axfood 13 0.180000 3667.300000 -88.700000 -2.360000 3756.000001
OX2 18 -0.810000 1437.300000 -226.700000 -13.620000 1663.999992
Fasadgruppen Group 35 0.450000 3501.750000 -309.250000 -8.110000 3810.999990
Ovzon 52 3.070000 2969.200000 -392.800000 -11.680000 3361.999992
TOTAL 46545.730000 -342.840000 -1.41726% 46888.564618

Updated:¶

'2023-01-23 12:21:53.292170'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶